perf(stream): multi-output handles answer with a plain tuple

CHANGELOG

@@ -9,9 +9,10 @@
   that bar's value, ``handle.peek(bar)`` evaluates a forming bar without
   committing it, and ``handle.copy()`` forks it.  ``stream.SMA.open_and_fill()``
   returns the handle and the Function API's series in one pass.  A multi-output
-  function answers with a named tuple.  The old last-value functions --
-  ``talib.stream.SMA``, ``talib.stream_SMA``, and their ``_ta_lib.pyi`` stubs --
-  are gone; ``talib/stream.pyi`` types the handles instead.
+  function answers with the same tuple the Function API returns.  The old
+  last-value functions -- ``talib.stream.SMA``, ``talib.stream_SMA``, and their
+  ``_ta_lib.pyi`` stubs -- are gone; ``talib/stream.pyi`` types the handles
+  instead.
 
   Migrating is ``stream.X(...)`` -> ``stream.X(...).value``, and the compiler
   cannot find the sites for you: ``if stream.CDLDOJI(o, h, l, c):`` used to test

README.md

@@ -557,13 +557,14 @@ fork = s.copy()                   # an independent handle at the same bar
 
 `stream.SMA` takes exactly the arguments `talib.SMA` takes. A single-output
 function answers with a `float` (an `int` where the Function API returns an
-integer array); a multi-output one with a named tuple that still unpacks like
-the Function API's tuple:
+integer array); a multi-output one with the same tuple the Function API returns:
 
 ```python
 m = stream.MACD(close)
 macd, macdsignal, macdhist = m.update(price)
-m.value.macdhist
+m.value[2]                                    # the histogram, last bar
+
+abstract.Function('MACD').output_names        # ['macd', 'macdsignal', 'macdhist']
 ```
 
 Opening needs at least `lookback + 1` bars, which `abstract` knows, and a little

talib/stream.py

@@ -45,9 +45,9 @@
 
     s, rsi = stream.RSI.open_and_fill(history, timeperiod=14)
 
-A multi-output function answers with a named tuple whose fields are the output
-names in the function's docstring; a single-output one with a bare float (or
-int). Handles cannot be pickled.
+A multi-output function answers with a plain tuple, in the order the Function
+API returns and named by ``abstract.Function(name).output_names``; a
+single-output one with a bare float (or int). Handles cannot be pickled.
 """
 import talib._ta_lib as _ta_lib
 from talib._ta_lib import OutRange, Stream, __TA_FUNCTION_NAMES__
@@ -57,9 +57,3 @@
 for func_name in __TA_FUNCTION_NAMES__:
     globals()[func_name] = getattr(_ta_lib, '%s_Stream' % func_name)
     __all__.append(func_name)
-    # the named tuple a multi-output handle answers with
-    value_name = '%s_Value' % func_name
-    value_type = getattr(_ta_lib, value_name, None)
-    if value_type is not None:
-        globals()[value_name] = value_type
-        __all__.append(value_name)

tests/test_stream.py

@@ -204,7 +204,14 @@ def test_open_and_fill_matches_batch(name, datasets):
         assert repr(got) == repr(want[-1].item())
     assert handle.out_range == (lookback(name), len(data['close']) - lookback(name))
     if len(expected) > 1:
-        assert handle.value._fields == tuple(abstract.Function(name).output_names)
+        # a multi-output handle answers with a plain tuple, the type and arity
+        # the batch tier already returns; the loops above pin the order
+        assert type(handle.value) is tuple
+        assert len(handle.value) == len(expected)
+        assert type(filled) is tuple
+        assert len(filled) == len(expected)
+    else:
+        assert not isinstance(handle.value, tuple)
 
 
 @pytest.mark.parametrize('name', FUNCTIONS)
@@ -286,11 +293,19 @@ def test_the_corpus_is_what_the_library_says_streams():
     assert all(isinstance(getattr(stream, name), type) for name in FUNCTIONS)
 
 
-def test_multi_output_is_a_named_tuple(datasets):
-    handle = stream.MACD(datasets[0]['close'])
-    macd, macdsignal, macdhist = handle.value
-    assert (handle.value.macd, handle.value.macdsignal, handle.value.macdhist) \
-        == (macd, macdsignal, macdhist)
+def test_multi_output_is_a_plain_tuple(datasets):
+    """A handle answers with the tuple the Function API returns: same type, same
+    arity, same order. Order is the whole contract of a positional result, so
+    pin it against the batch tier rather than against a field name."""
+    close = datasets[0]['close']
+    value = stream.MACD(close).value
+    assert type(value) is tuple
+    macd, macdsignal, macdhist = value
+    batch = talib.MACD(close)
+    assert type(batch) is tuple
+    assert len(value) == len(batch)
+    for got, want in zip(value, batch):
+        assert repr(got) == repr(want[-1].item())
 
 
 def test_single_output_is_a_scalar(datasets):

tools/generate_stream.py

@@ -265,8 +265,8 @@ def emit(func, docstring):
     # An index output counts from the first bar the stream opened on; the batch
     # tier reports it in the caller's coordinates, so shift it back the same way.
     shift = ' + self._begidx' if 'INDEX' in name else ''
-    value = (outputs[0][1] + shift if len(outputs) == 1 else '%s_Value(%s)' % (
-        name, ', '.join(py + shift for _, py in outputs)))
+    value = (outputs[0][1] + shift if len(outputs) == 1
+             else '(%s)' % ', '.join(py + shift for _, py in outputs))
     live = '<%s*>self._handle' % handle
     lookback_args = ', '.join(py for _, py, _ in params)
     out = []
@@ -294,9 +294,6 @@ def opened(*tail):
         return (['&handle'] + ['<double*>a_%s.data + begidx' % py for py in inputs]
                 + ['historylen'] + [py for _, py, _ in params] + list(tail))
 
-    if len(outputs) > 1:
-        out.append('%s_Value = namedtuple("%s_Value", "%s", module=__name__)\n'
-                   % (name, name, ' '.join(py[3:] for _, py in outputs)))
     out.append('cdef class %s(Stream):' % cls)
     out.append('    """%s"""' % docstring)
     out.append('')
@@ -345,8 +342,7 @@ def opened(*tail):
     out.append('        stream._begidx = begidx')
     filled = ['_stream_like((%s,), %s)' % (', '.join(inputs), py) for _, py in outputs]
     out.append('        return stream, %s' % (
-        filled[0] if len(outputs) == 1
-        else '%s_Value(%s)' % (name, ', '.join(filled))))
+        filled[0] if len(outputs) == 1 else '(%s)' % ', '.join(filled)))
     for verb in ('Update', 'Peek'):
         out.append('')
         out.append('    @cython.binding(False)')
@@ -412,10 +408,8 @@ def emit_stub(func, documented):
               for ctype, _ in outputs]
     out = []
     if len(outputs) > 1:
-        out.append('class %s_Value(NamedTuple):' % name)
-        out.extend('    %s: %s' % (py[3:], t) for (_, py), t in zip(outputs, scalars))
-        out.append('')
-        value, filled = '%s_Value' % name, 'Tuple[%s]' % ', '.join(arrays)
+        value = 'Tuple[%s]' % ', '.join(scalars)
+        filled = 'Tuple[%s]' % ', '.join(arrays)
     else:
         value, filled = scalars[0], arrays[0]
     bars = ', '.join('%s: float' % py for py in inputs)